Determining investment risk in an exchange portfolio by using Value at Risk (VaR) method [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2007 In optimizing an investment portfolio, the aim is to determine optimal value of per security, where prepares the minimum risk and the maximum return. One of the methods to measure risk of portfolio is Value at Risk (VaR).
Jamshid Salehi Sadaghiani
doaj
Retracted: LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis. [PDF]
Appl Bionics Biomech, 2023 And Biomechanics AB.
europepmc +1 more source
Retraction: Deployment optimization of multi-stage investment portfolio service and hybrid intelligent algorithm under edge computing. [PDF]
PLoS One, 2023 PLOS ONE Editors.
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Foreign Direct Investment vs. Foreiegn Portfolio Investment [PDF]
The paper develops a model of foreign direct investments (FDI) and foreign portfolio investments (FPI). FDI is characterized by hands-on management style which enables the owner to obtain relatively refined information about the productivity of the firm.
Assaf Razin, Itay Goldstein
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ANALYSIS OF THE MARKOWITZ’S AND TOBIN’S MODELS FOR SECURITIES PORTFOLIO CONSTRUCTION
Вісник Національного технічного університету "ХПÌ": Системний аналіз, управління та інформаційні технології, 2018 The conclusions about the strata of society, various parties are supported by, have been made. The question arises of revising and improving the ways of forming the investment portfolio, since the degree of influence of macroeconomic indicators on the ...
Halyna Viktorivna Vietrova +1 more
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Greedy Strategies with Multiobjective Optimization for Investment Portfolio Problem Modeling. [PDF]
Comput Intell Neurosci, 2022 Zhang X, Zhang L, Zhou Q, Jin X.
europepmc +1 more source
Do Countries or Industries Explain Momentum in Europe? [PDF]
country risk;industry risk;momentum effect;portfolio selection;return on inverstment;portfolio investment ...
Nijman, T.E. +2 more
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Defensive online portfolio selection [PDF]
The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed.
Stella, Fabio, Ventura, Alfonso
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INNOVATIVE TECHNIQUE OF FORMING INVESTMENT PROJECTS PORTFOLIOS IN OIL EXTRACTING
Russian Journal of Economics and Law, 2013 Objective: to ground the implementation of genetic technique of investment programs planning by oil companies in oil extracting segment. Methods: scientific abstraction and comparison, “portfolio” analysis. Results: analysis is made of the main technical-
E. E. Kolsanov
doaj
Delegated Portfolio Management with Socially Responsible Investment Constraints [PDF]
We consider the problem of how to set a compensation for a portfolio manager who is required to restrict the investment set, as it happens when applying socially responsible screening.
Fabretti, Annalisa, Herzel, Stefano
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